Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| GMNRX (LMCG GLOBAL MARKET NEUTRAL FUND INVESTOR SHARES) | NA | -10.07% | -3.85% | 0.22% | NA | NA | NA | … | … |
Data as of 11/13/2018, Common starting date is 05/24/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| GMNRX (LMCG GLOBAL MARKET NEUTRAL FUND INVESTOR SHARES) | 05/24/2013 | 11/13/2018 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | -10.07 | -3.85 | 0.22 | NA | NA | NA | … | … | -7.58 | -1.10 | -3.01 | 4.54 | 9.99 | -1.01 |
| Sharpe Ratio | NA | -2.85 | -1.04 | -0.04 | NA | NA | NA | … | … | -2.51 | -0.44 | -0.65 | 0.88 | 2.62 | -0.44 |
| Standard Deviation(%) | NA | 3.97 | 4.32 | 4.38 | NA | NA | NA | … | … | 3.95 | 3.90 | 4.93 | 5.11 | 3.81 | 3.86 |
| Draw Down(%) | NA | 10.65 | 13.97 | 13.97 | NA | NA | NA | … | … | 9.44 | 4.11 | 10.00 | 4.65 | 2.01 | 4.01 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 11/13/2018, Common starting date is 05/24/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMNRX (LMCG GLOBAL MARKET NEUTRAL FUND INVESTOR SHARES) |
-3.79%
Sep 2015 – Sep 2018 |
0.18%
Oct 2013 – Oct 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| GMNRX (LMCG GLOBAL MARKET NEUTRAL FUND INVESTOR SHARES) |
3.70%
Dec 2013 – Dec 2016 |
0.97%
Aug 2013 – Aug 2018 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart